Informer/Transformer: multivariate forecasting with a panel of time-series

[carlobindams]

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Hi, I'm exploring in these days the Informer and TimeSeriesTransformer capabilities.

How should I adjust the model instantiation if I have a group (G) of multivariate (M) time-series, where G = 12 and M = 4 (so to speak, for each of my group, I want to predict 4 target time-series at once)?

It is clear to me to replicate the example of the reference Informer notebook for one group, but I get a bit lost if I want to generalize it to multiple groups.

Thanks, Carlo